+252.4%
AMZN vs CLBK
+61.7%
+190.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +2.8% | +2.5% | +0.3% | +2.2% |
| 30D | +3.4% | +3.7% | -0.3% | +2.6% |
| 3M | +0.1% | -3.3% | +3.3% | +0.7% |
| 6M | +0.6% | +29.6% | -29.0% | -5.6% |
| YTD | +15.9% | +60.3% | -44.4% | +3.1% |
| 1Y | +9.5% | +63.4% | -53.9% | -3.1% |
| 3Y | +86.3% | +53.8% | +32.5% | +63.4% |
| 5Y | +51.7% | +29.0% | +22.8% | +36.0% |
| All | +252.4% | +61.7% | +190.7% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling